Debiased and thresholded ridge regression for linear models with heteroskedastic and correlated errors

DOI10.1093/JRSSSB/QKAD006MaRDI QIDQ6600889

Yunyi Zhang, Dimitris N. Politis

Publication date: 10 September 2024

Published in: Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

zbMATH Keywords

bootstrapregularizationhigh-dimensional datalinear regressiondependent errors

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Simultaneous statistical inference for second order parameters of time series under weak conditions

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